They're not just the Victim of the Week, they're the Victim Of Every Week.
When the writers enjoy picking on a character, it's funny. When the universe enjoys picking on a character, it's sad. When the Big Bad or Monster of the Week insists on picking on the same character every episode, it's both sad and funny.
Sure, the protagonists of any show where out of the ordinary stuff happens are going to be Weirdness Magnets, but there is something about the number of times this one character is targeted specifically that stands out. Danger seeks them out like a bloodhound. While the other heroes are off foiling the Evil Plan, she (and 90% of the time, it will be a "she") is busy trying to survive. The Designated Victim isn't incompetent or helpless or accident prone or that much different from the rest of the cast. Something in her DNA is just a magnet for danger, probably something of the same material that went into the construction of Tokyo and New York.
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Anime & Manga
Athena from Saint Seiya is always about to die and her warriors go on a mission to save her. This was repeated so many times that Athena started forbidding the participation of the protagonists in the fights yet they decide to save her again.
Naru Osaka from Sailor Moonalways seemed to attract a Monster of the Week within minutes of appearing on screen, probably because she was Usagi's only non-superpowered friend. The very first episode of Sailor Moon R even had Luna and Artemis breaking the fourth wall to comment on the frequency of her being attacked by monsters. Likely the only reason this doesn't happen in later seasons is her being Put on a Bus.
Mytho from Princess Tutu easily falls into this trope. In the first season alone he falls out of a window three times (once while the building he's in is burning!), is constantly taken captive by Princess Kraehe and others, gets slapped for not following orders by several people, gets locked up in a small room in the library, etc etc. In the second season this doesn't happen as much...but that's because Kraehe kidnapped him and used Raven's blood to turn him evil, so it's really an extension of his role anyway.
Everyone in Higurashi no Naku Koro ni tends to come to a bad end sooner or later, but Miyo and Jiro are almost always the first ones to die (the exception being Atonement Chapter, where they're the third and fourth ones to die). Of course, Miyo's "death" is always faked and she always arranges Jiro's, but that doesn't become apparent until Massacre Chapter.
Irie also apparently dies several days later (but still before the point where it ceases to matter) in every iteration of the loop, but this takes quite a long time to become apparent because many of the arcs end and jump back to the start of the loop before reaching that point. It should also be noted that Miyo always dies by being burned to death and Jiro by clawing out his own throat; at least this third one gets a rather painless method of death.
Mika Masuko of Yes! Pretty Cure 5 has a bizarre tendency to be attacked every time she gets more than a minute or two of screen time. The heroines' other acquaintances didn't have to deal with this...
Yu-Gi-Oh!, from the Battle City finals onward, seemed to love tormenting and torturing Mai. Maybe the worst being the Doma arc, where she had a relapse from Yami Malik's Mind Rape, and subsequently fell victim to a Heel Face Mind Screw by Dartz.
Early in the manga, Yugi himself seemed to get beaten up by bullies Once an Episode.
Hideyoshi is the only one of the group in Sengoku Otome who gets kidnapped and captured. She catches onto it by about the fourth time it happens, and wonders why it's always her.
Arisawa Tatsuki from Bleach. Every single arc that takes place in Karakura Town is guaranteed to have her as a victim of some spiritual being at some point during the arc, with the first arc having her a victim twice.
Attack on Titan: Eren "Princess Peach" Yaeger gets kidnapped and injured with great frequency— once in every major arc so far, in fact. Justified in that he's a Titan Shifter with unique abilities, making him desirable to many different factions.
Pokémon: For whatever reason, Team Rocket always makes a point of trying to capture Ash's Pikachu.
Abel from DC Comics is literally mankind's designated victim, although usually it's just his brother, Cain, who torments him.
The Savage Dragon had a balding, glasses-wearing, mustached man appearing in the background of every issue. And many times fufilling this trope, such as when mass brain-washing made him leap in front of a moving car. And then of course, Josh Eichorn who is insulted in the "credits" page for each SD book.
The main plot of Empowered is about the central character trying to get out of this role.
Back in the Silver Age, Lois Lane and Jimmy Olsen could be relied upon to catch this all the time, though they each had their own specialties. Lois was the most likely to get menaced by criminals or fall off a building, while Jimmy was a magnet for getting turned into a werewolf, porcupine-man, or giant turtle.
Shimy from Les Légendaires; sure, all her comrades got their part of bad treatment, violent backstory, beat up and mutilation, but compared to the others, she gets an impressive part, such as : getting captured and tortured by Tenebris (in flashbacks and Origins); rejected by her mother; being the Chosen Oneto serve as the reincarnation for aGod of Evil; getting her eyes pierced with aFlaming Sword from said God of Evil; learning her boyfriend cheated on her; getting drunk to the point she ends up kissing Tenebris (and feeling humiliated for it when she comes back to her sense). The author actually admits she was part of his favourite characters, and that he enjoyed making her suffer, arguing that "The more you like them, the more you chatise them".
Back when the Thing was appearing every month in Marvel Two-In-One, just how many times did poor Alicia Masters get kidnapped?
Films — Animated
Parodied in Megamind; Roxanne Ritchi is the go-to kidnap victim of choice for Megamind... who's kidnapped her so often and yet failed to accomplish anything by it that her standard response has become dry sarcasm at how hackneyed his death traps are. She was also part of a Frequent Victim Program, but apparently Megamind discontinued it.
In The Secret Of Nimh, Mrs Brisby certainly pulls her worth trying to protect her family, neverless a lot of hindrances occur along the way, be it a monstrous cat, a nightmarish rat guard or the power-corrupt villain whose scheme she has somehow gotten entangled into. Jeremy's klutzy behaviour also causes some annoyances in between, though even he has to protect her at one point.
Subverted in the indie short film D.E.B.S. (later remade into a movie) in which secret agent Amy keeps getting kidnapped by the Big Bad, Lucy in the Sky. Only it turns out they're in love and it's the only way they can get together for some Les Yay without attracting suspicion.
This is parodied in the Scooby-Doo movies, particularly the first. Daphne complains about how she's always the one to get captured and, when she insists that she's going to solve a mystery herself, one of the gang asks, "Who's going to rescue you when you get kidnapped?" It's actually subverted since she Took a Level in Badass at the beginning of the first film and knew martial arts. The sequel takes it one step further and has her know how to use her blush and some tape to trip a fingerprint-activated switch.
This came about when a Baen writer (possibly Ringo) asked for feedback on the draft of his novel, and Buckley made the unfortunate mistake of giving it to him in public. The only way this writer felt he could regain his honor was to tuckerize Buckley and kill him off in the most creative way possible. This amused other Baen writers, who decided it was a good idea and should be encouraged. To put it in perspective, Ringo decided the best way to kill him more was to have the only stable and adjustable human AI's personality be taken from the brain scans of Joe Buckley. Eventually they tend to go crazy and need to be reset to default, essentially killing him again. Under stress and at high levels of function this is known to happen dozens of times a second.
Ryk E. Spoor and Eric Flint's Boundary plays with this tendency: the opening line is "Dear God, I'm going to die," muttered Joe Buckley and Joe is subjected to all manner of near-fatal injuries and accidents throughout the book - including being thrown out of a spaceship during a crash landing. His shocking ultimate fate: he lives, and even gets a love interest.
See Joe's own reaction to this tendency here (to the Boundary Tuckerization) and another in his site's FAQ (His reaction in general to the whole deal. Also contains his version of why it happens.)
In the Solarian League, there's even an entire series of Joseph Buckley starships named after a famous scientist who helped discover the impeller wedge, and died from a screw up in hyperspacenote To be specific, his death was the direct result of him testing his method of navigating a Negative Space Wedgie. He was wrong, with awe-inspiring results.. They are on the sixth ship named it, only one which survived to be decommissioned. Notably, of the five ships that did not survive to be decommissioned, most or all of them were not destroyed in combat either, but often by freak accidents.
Larry Correia's Monster Hunter Alpha, the third of the Monster Hunter series and another Baen book, features a Deputy Sheriff Joe Buckley, who is killed by a werewolf, and then raised from the dead as a nearly unstoppable zombie werewolf (sic). On page 398 one of the characters exclaims "So, Buckley, how many times does someone have to kill you before you stay dead?"
In 1634: The Galileo Affair, investigative reporter Joe Buckley is tortured and killed (not in that order) by a French spy, ostensibly because he can't keep his damn mouth shut, actually because said spy was trying to provoke the protagonists.
Well-known Russian fan and editor Yuri Semetsky was for several years repeatedly killed in almost every new Russian Science Fiction book. This became so popular that writers started to compete in the most imaginative ways to kill him, and some young authors were even told by editors to remove killing Semetsky from their books because they were too junior for it. This was allegedly due to the fact that fortuneteller once told Semetsky that he was to die at 43, and his writer friends started this campaign to save him from this fate—there is a Russian folk belief that if a person once thought dead actually isn't, then he or she would live a long life. So, when he topped 44 and was still alive, this thing generally stopped.
Twilight. Bella frigging Swan. Every single plot in the books centers around a crazed vampire trying to kill her.
In Artemis Fowl, Holly Short complains in The Lost Colony about the fact that she was picked as a decoy to fool Minerva Paradizo into losing No.1. Even in the Academy, she was always picked to play "the little blonde elf in distress during the bank holdup role-play".
Jonathan from Buffy the Vampire Slayer started out this way, until he gained enough of a fan following that he got his own episode and worked his way up to villain-esque status. And then he got killed off for real.
In later seasons, Dawn assumed this role, to the point that it was Lampshaded with the following line:
Wesley in Angel. Blown up in season 1, Gutshot in season 2, throat slit in season 3, forced to decapitate a loved one in season 4. By the time the finale rolled around it was inevitable he was going to be killed.
Chloe gets this treatment fairly commonly in the middle seasons, which makes more sense after she learned Clark's secret so he could save her without any inhibitions. A notable difference between Lana and her is that Chloe is usually more plot-involved (like her involvement with Brainiac and Doomsday) while Lana is mostly just there to be a lightning rod for one-episode freaks.
The 60's Batman Show (and pre-Crisis Batman Comics, in general), had Robin kidnapped so many times that nowadays the nickname "Robin: The Boy Hostage" is practically canonized (at least among villains).
Harry Kim of Star Trek: Voyager was often the designated target of much suffering, because like Colm Meaney on DS9, Garrett Wang was good with this material. Harry was also the youngest and least experienced member of the senior crew, so he made a good thematic choice for this role too.
Star Trek: Enterprise. Being the captain, he always saves the day in the end, but Jonathan Archer is always getting tied up and roughed up by villains. Even the Ferengi. In the first season, it's practically every episode. It's toned down a bit afterward, but he still takes a beating more often than the others put together.
Rome's answer to Chief O'Brien, Lucius "Fortune Pisses on me Again" Vorenus.
Pretty much any Firefly episode involving River Tam has her getting in serious trouble with someone after her, though this is averted in "Objects in Space," where River outmaneuvers the Bounty Hunter after her with trivial ease. Somewhat ironically inverted in Serenity, where River goes from being the Distressed Damsel to an extremely waifish Badass.
Also pretty much anytime some violent idiot is on the ship and needs a hostage, they grab Kaylee. Dobson, Tracy, the Bounty Hunter, etc.
Presumably "Objects in Space" was meant to mark the point in the series in which River was on her way to recovery and would begin to access her forgotten training. Since the series was Screwed by the Network, Whedon had her make the leap during the movie.
Blair from The Sentinel is always getting roughed up by the bad guys, including getting temporarily murdered by Jeri Ryan. He should have stayed in the truck!
Michael Shanks often jokes at Stargate SG-1 conventions about the number of times his character has entered a scene bound and being kicked to his knees. To be fair, all of SG-1 got captured plenty often, but before he Took a Level in Badass, Jackson was an easy target.
It didn't help that the number of times Dr. Jackson has been killed or presumed dead has become a joke in universe, one time he was refused a funeral because O'Neill was convinced he was not dead.
Kurt from Glee has been this for some time, as every other episode seems devoted to either emphasizing how hard it is being gay or how much he deserves anything good that happens to him.
In the 2010 and 2011 seasons of Doctor Who it is companion Rory who is the designated victim. He just keeps getting killed, or abandoned in time, or both together.
The opening of the series 6 mid-season finale A Good Man Goes To War possibly marked the point where he Took A Level In Bad Ass. The later episodes saw him picked on a lot less, and hardly ever killed.
Early on, the Ninth Doctor seemed to suspect that Rose was this:
Doctor: "Is anyone in there?"
Rose: "Let me out!"
The Doctor: "Oh, well it would be you."
Elena Gilbert in the TV version of the Vampire Diaries. She is either kidnapped, threatened, or otherwise put in peril by whoever the villain is at the time during pretty much Every. Single. Episode. Either saving Elena is the entire point of the episode, or she's used as a bargaining chip to foul up whatever plan the protagonists have at the moment.
Bonus points - There is always some (occasionally arbitrary) reason that the villian needs to keep her alive. Her life is rarely in real danger, meaning that these "save Elena" plots start to feel more like Bowser and Peach than anything else this side of Mario.
Alex Cahill of Walker, Texas Ranger, though in her case, it's every other episode rather than every single one.
Babylon5: Michael Garibaldi: accused of being a saboteur, betrayed by his own second-in-command, lost the love of his life repeatedly, was manipulated by the Psi Corps into betraying his closest friends, had a block placed in his mind to prevent him from harming the manipulator, and finally fell off the wagon in Season 5 due to all of this building up, not to mention the gradual loss of his hair. Seriously, Garibaldi could not go more than about three episodes without the B5 universe taking another giant dump on him.
Harold Finch from Person of Interest has been kidnapped in all three season finales so far, and has been held hostage a few times in between. In the most recent kidnapping he was kidnapped a fourth time FROM the original kidnapper. This is because Harold is "the most important man in the world", since he is the man who made The Machine, and thus is wanted by a LOT of people.
Both Don Ramónnote And not just because Dońa Florinda constantly slaps him, either... and Seńor Barriga in El Chavo del ocho. Profesor Jirafales also seems to be one mainly from his class...
The stage directions of Pippin call for the same actor to play the lord put to death by Charlemagne in act one and the peasant put to death by Pippin in act two. Many productions will also have that actor be the head Pippin talks to after the battle and lampshade this with "Not again!" or "Why is it always me?!"
Lampshaded in Spirit Tracks. Once a ghost, Zelda insists you go retrieve her body while she waits for you, claiming it's tradition. Anjean, who's listening to all this, tells her that it's not happening that way this time, and Zelda joins you as your Exposition Fairy instead.
The Super Mario Bros. series has Princess Peach whom, when not being kidnapped by Bowser, is nearly-always connected, whether by fate or magic, to the plot at large and thus in need of protection from some other party. Sometimes she's playable instead, but even that doesn't save her most of the time. Over time, Nintendo has become increasingly self-aware regarding Peach's status; the page quote is just one example of Lampshade Hanging.
Princess Elise from Sonic the Hedgehog (2006) is kidnapped several times by Eggman throughout the game; sometimes immediately after she was rescued. It gets to the point that rescuing her is all that Sonic does in his route, while Shadow and Silver get to do more important things, like dealing with the actualBig Bad of the game.
Both Coco and Crunch often got kidnapped or put out of action in later Crash Bandicoot games, likely to justify their non playable appearances. Taken to extremes in Crash Tag Team Racing where every single character (even the villains!) need Crash to find power ups or items to fix their repeatedly incomplete or sabotaged vehicles.
Kaya in Raidou Kuzunoha vs. The Soulless Army. She's kidnapped, tortured, rescued just in time to be possessed, her body is used to fight Raidou, she's forced to fuse with the Soulless God...Yeah, it's pretty clear why she asks you to kill her at the start of the game.
Throughout the Kingdom Hearts series in general, if Pinocchio appears in a game, it's a safe bet that he's going to end up either captured by one of the bad guys or menaced by random Heartless, requiring you to track him down and save him.
Pretty much the first thing that happens in Tales of Legendia is someone tries to kidnap Shirley. While you're fighting off that kidnapping attempt, someone else comes along and kidnaps her. Then, when you finally find out where she is and go to save her, before you can get her out safely, someone else comes and kidnaps her. She doesn't actually stick around long enough to be part of your party until after you beat the game. In a way, it's sort of satisfying to see her become Brainwashed and Crazy and attempt to flood the world, because at least now she's got some power!
Professor Theo from Mischief Makers is kidnapped (and almost killed at one point) several times throughout the game, sometimes right after he was rescued.
The Kingfisher has a few candidates for this trope, most notably Jack Whitechapel. Key plot events for Jack almost all involve being tormented, abused, or molested.
The Fourth: Princess Veronika is constantly being kidnapped, and is pretty resigned about it.
Yumi of Code Lyoko; the first season's examples coining the phrase "Pick On Yumi Week". While it would be logical for XANA to repeatedly go after Aelita (to be fair, he does; that's why the others fight), or The Smart Guy Jérémie (he does this too, to a lesser degree), or the team's best warrior Ulrich, for some reason Yumi instead is the one who gets: captured by a Guardian and replaced by a clone; shot at by a Kill Sat; attacked by a possessed suit of armor; her home ambushed by Krabes; chased by a busload of zombies; her DNA code stolen, leaving her trapped on Lyoko; almost dragged underground by tree roots; falsely told that virtualization is slowly killing her; attacked by a flock of birds...
Of course, XANA's actual Designated Victim is Aelita, but he always has a different reason:
First Season: Aelita is the only one who can deactivate the towers, so killing her would make him unstoppable.
Second Season: He required her memories to use a program to escape Lyoko.
Third Season: He needed her to input the "Code: XANA" program in order to destroy Lyoko. (He usually used Demonic Possession here.)
Fourth Season: He used her as bait to lure Franz Hopper out of hiding. Fortunately, the heroes caught on quickly after they realized this was his goal.
Alex and Clover take turns being the one who gets kidnapped, though Alex, being the most athletic, is often tied up or imprisoned as a restrained hostage (and this is considering all three of the girls are usually put in bondage or a death trap at least Once per Episode).
In Teen Titans, despite being a superpowerful alien being, Starfire was such a Designated Victim that she had to constantly and visibly be ironically babysat during the fast-paced fight scenes by superpowerless Robin.
Also, anything with tentacles is going after Starfire.
In the original comic, Starfire was casually beaten up in an alley (implying rape) despite being nigh-indestructible, super-strong and a handy combatant. Perhaps some writers just don't get it.
On El Tigre: The Adventures of Manny Rivera, the spunky but powerless Frida. So far, Manny has decided on at least one occasion to end their friendship for her own safety. However, the show is big on Amusing Injuries, so it's really nothing permanent.
In Batman: The Animated Series, you could tell when a writer wanted to get Batman alone and take Robin out of they way, because he would always be injured at the beginning of the episode, or taken hostage for Bats to rescue. This happened in "Riddler's Reform", "The Demon's Head" (though this was the case in the original comic version), "Fear of Victory" (though Dick saved the day later in the ep), "The Terrible Trio" and a few more. The most bizarre example is in "Bane" when after Batman freed Robin from his typical hostage situation, Dick stayed behind and wrestled the powerless mob-wench, who had never shown any combat abilities whatsoever and then let her get away (although after the day he was having, Dick may have just wanted some light wrestling with a pretty girl). While Bats went after Bane. Clearly they wanted Batman and Bane to fight one on one, but that's just ridiculous. It's not really the show's fault, as one of Robin's nicknames in the comics is "Boy Hostage". It's hard being a sidekick. Also, better writers on the show (such as Paul Dini) would incorporate Robin successfully into the story without victimizing him.
In the Beetlejuice cartoon, whenever the writers wanted Beetlejuice to actually act heroic, they would put Lydia in an untenable situation — kidnapped, bullied, being forced into a shotgun marriage to an anthropomorphic bull, etc. Lydia being in danger was the only thing that could spur him into action.
In its SatAM variant, Princess Sally tended to face this problem repeatedly as well. Antoine also got into trouble a lot, but it was usually due to his own bumbling rather than acting as favored hostage bait for the villain.
Transformers: Robots In Disguise has a more comedic version, with one woman and her oft-destroyed red sports car being an incidental victim of villain plots or annoyed by well-meaning Autobots all. The. Freaking. Time. It's less "kidnapped and rescued" and more "her having the worst luck ever is a running gag." How bad is it? Even at the Great Wall of China she isn't safe!
Kenny in South Park is perhaps the ultimate example of this. He dies in practically every. Single. Episode. It usually happens in some very bizarre way that would be highly improbable to ever occur in real life, too. Of course, at the beginning of the next episode, he's alive again with no explanation and none of the other characters finding it strange. But then there was a Very Special Episode where Kenny was diagnosed with a terminal disease and his friends tried to get embryonic stem cell research legalized so a cure could be found before Kenny died. Although they convinced the government to change the law, it was too late, and Kenny tragically passed away, and stayed dead for the rest of the season.
For some reason, the writers of Thomas the Tank Engine really liked to pick on Percy. While most engines had accidents (running into a train, blowing through the station, falling in a mine, sliding into a ditch, etc) or were victims of the Troublesome Trucks playing tricks, Percy seemed to have the most accidents period (in addition to the dirty ones). Among these he was slid into the ocean, pushed into a break van (and was blamed for it), hit some buffers that broke, hit a Treacle cart, hit a fruit cart, hit a cart of jam, hit a cart of limestone, crashed through a chocolate factory and emerged covered in chocolate, or accidentally sprayed with snow and turned into a snowman.
While Percy gets the most accidents, James' tend to consist of some of the most elaborate and humiliating, usually to bring down his ego. Should he get even the slightest bit full of himself, something terrible is bound to happen to him, and usually his lovely red paintwork. He's hit a tar wagon, been repainted as a bee, stung by a real one, made to travel in just his pink undercoat and derailed into mud after colliding into Gordon. Additionally, while Percy at least gets to live most of his woes down, the other engines tend to have a better memory of James'.